+3.7%
SO vs IVZ
+30.5%
-26.8%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.2% | -4.8% | -0.3% |
| 7D | +1.7% | +2.6% | -0.9% | +2.0% |
| 30D | +11.1% | -3.5% | +14.6% | +11.0% |
| 3M | +0.7% | -7.4% | +8.1% | +0.3% |
| 6M | -1.4% | +14.7% | -16.1% | -0.2% |
| YTD | +9.4% | +14.6% | -5.2% | +10.8% |
| 1Y | +3.7% | +30.7% | -27.0% | +5.2% |
| All | +3.7% | +30.5% | -26.8% | +5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded IVZ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling